Badreldin, Ahmed - In: ISRA international journal of islamic finance 14 (2022) 3, pp. 241-255
Purpose This study aims to quantify the cost of rebalancing Sharīʿah-compliant indexes, both economically and statistically. Design/methodology/approach An empirical approach is employed where the rebalanced Sharīʿah-compliant index is calculated numerous times with different lags in...